M - SM, Market Risk FRTB M - SM, Market Risk FRTB …

Be Myjob Company Limited
in Hong Kong
Permanent, Full time
Be the first to apply
Negotiable
Be Myjob Company Limited
in Hong Kong
Permanent, Full time
Be the first to apply
Negotiable
Bank. Market Risk & FRTB Project. Attractive Bonus and Work-Life Balance.

Responsibilities:

  • Participate in the new Basel market risk capital requirement project (FRTB) to ensure regulatory compliance
  • Perform product due diligence and provide quantitative support to the new treasury products
  • Responsible for the development and monitoring of market risk models
  • Responsible for the management and monitoring of market risk as well as structural foreign exchange risk
  • Participate in the implementation and testing of the new treasury system
  • Review the latest regulatory requirements in market risk area


Requirements:

  • Degree with major in Risk Management, Quantitative Finance, Finance , Financial Engineering, Statistics or related discipline
  • Holder of professional qualification – CFA, FRM, CPA or being qualified for Enhanced Competency Framework on Treasury Management
  • At least 5 years of experience in market risk management areas
  • Strong knowledge in market risk models, application of VaR and ES, and Basel regulatory requirements
  • Experience in structural foreign exchange risk management preferred
  • Strong analytical mindset, possession of good communication and problem-solving skills
  • Self-starter, add value on day one.
  • Good command of written and spoken English and Chinese, fluency in Mandarin is an added advantage
  • Experience with risk management systems (e.g. Murex, Kondor+, etc.) and infrastructure across all asset classes
  • Proficiency in VBA programming and PC applications
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